Abstract
AbstractIn most textbooks and papers that deal with the stochastic theory of life contingencies, the stochastic approach is restricted to the computation of expectations and higher order moments. For a wide class of insurances on a single life, we derive the distribution and the probability density function of the benefit and the loss functions. Both the continuous and the discrete case are considered.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference6 articles.
1. Stochastic models for life contingencies;Wolthuis;Insurance: Mathematics and Economics,1984
2. Lebensversicherungsmathematik
Cited by
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